We provide upper bounds to the probability of ruin into a modified model of the collective risk theory, where we have assumed constant force of interest and the definition of ruin as given in (Gerber H., 1971).
Exponential upper bounds in a modified model of collective risk theory
GOSIO, CRISTINA;LARI, ESTER CESARINA;RESTA, MARINA
2006-01-01
Abstract
We provide upper bounds to the probability of ruin into a modified model of the collective risk theory, where we have assumed constant force of interest and the definition of ruin as given in (Gerber H., 1971).
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